The SE(JDK) has all the libraries you will ever need to cut your teeth on Java. I recommend the Netbeans IDE as this comes bundled with the SE(JDK) straight from Oracle. Don't forget to set "path" and "classpath" variables especially if you are going to try command line. With a 64 bit system insert the "System Path" e.g. C:\Program Files (x86)\Java\jdk1.7.0 variable before the C:\Windows\system32; to direct the system to your JDK.
hope this helps.